Didnt say they were a noise marine, just a lech,
Well, you did say Slaaneshi DJ, sonic ranged weaponry, so you can see why I would think Noise Marine.
maybe he got alittle too interested tormenting the ladies as time went on, eventually fell to slaanesh and had to leave the legion because people who serve the Gods tend to get snubbed like hell in the NLs.
Another angle you can play up there to lead to their fall to Slaanesh is the ultra low frequency sound waves that cause feelings of fear, dread and so on in humans. Someone experimenting with that stuff, that could easily lead on going Slaaneshi.
If you also coupled that with a gift/mutation that let you sense their fear (as with one character in the Night Lords books) ...
and i have to point out the GM didnt say they had to be nice connections!
Night Lords aren't exactly big on the whole bonds of brotherhood thing at the best of times